market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 0.64% 1.53 CHF 1.54 CHF 16,800 16,800 16,597 16,597 26,023 CHF 26,189 CHF 100.00% 100.00%
19/11/2024 0.64% 1.60 CHF 1.61 CHF 15,700 15,700 15,922 15,922 24,850 CHF 25,009 CHF 100.00% 100.00%
18/11/2024 0.59% 1.69 CHF 1.70 CHF 15,600 15,600 15,563 15,563 26,362 CHF 26,518 CHF 100.00% 100.00%
15/11/2024 0.58% 1.71 CHF 1.72 CHF 15,800 15,800 15,591 15,591 26,997 CHF 27,153 CHF 100.00% 100.00%
14/11/2024 0.61% 1.67 CHF 1.68 CHF 16,200 16,200 16,254 16,254 26,454 CHF 26,616 CHF 100.00% 100.00%
13/11/2024 0.60% 1.64 CHF 1.65 CHF 15,200 15,200 15,200 15,200 25,087 CHF 25,239 CHF 100.00% 100.00%
12/11/2024 1.14% 1.68 CHF 1.70 CHF 13,700 13,700 13,431 13,431 23,332 CHF 23,600 CHF 99.86% 99.86%
11/11/2024 0.96% 2.06 CHF 2.08 CHF 13,300 13,300 13,295 13,295 27,708 CHF 27,974 CHF 99.70% 99.70%
08/11/2024 0.97% 1.99 CHF 2.01 CHF 12,100 12,100 12,098 12,098 24,833 CHF 25,075 CHF 98.81% 98.81%
07/11/2024 0.87% 2.27 CHF 2.29 CHF 12,100 12,100 12,053 12,053 27,556 CHF 27,797 CHF 99.44% 99.44%

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